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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~29d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.76%
3d Period Avg+4.79%
swing±21.07%
LONG Binance Futures · now
+10.96%
3d avg:−20.88%
SHORT BloFin · now
+13.72%
3d avg:−16.09%
Entry Spread Now
−0.086%
Eaten by executionL 0.003175 · S 0.003172−$8.60 if it converges
24h range −0.21%…+0.10% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.34
−0.22%
$Avg Daily PnL
−$0.11
−0.0011%
★Best Day
+$0.10
Sep 29
◎Open Interest
⚡Funding APR
−0.42%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.